Net Trap EA - variant backtesting

This is a discussion on Net Trap EA - variant backtesting within the Forex Net Trap forums, part of the Specialists' Corner category; Attached are EA backtests of HNT: HNT no compounding, HNT compounding, HNT low risk reward compensation, HNT compounding and low ...

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Old Oct 25, 2010, 5:06pm   #17
Joined Dec 2006
Re: Net Trap EA - variant backtesting

SpindriftUK started this thread Attached are EA backtests of HNT: HNT no compounding, HNT compounding, HNT low risk reward compensation, HNT compounding and low risk reward compensation. The test period is from 01/01/10 to 23/10/10.

I think I should re-run VNT to get compounding/non compounding results for comparison. I may not bother with re-running the advanced net trap tests, as they don't seem to help

Cheers,
Spin
Attached Thumbnails
hnt.gif   hnt-compound.gif   hnt-compensate-.gif  

hnt-compensate-compound.gif  
Attached Files
File Type: htm hnt.htm (184.9 KB, 172 views)
File Type: htm hnt compound.htm (184.9 KB, 148 views)
File Type: htm hnt compensate on.htm (184.9 KB, 145 views)
File Type: htm hnt compensate on and compound.htm (184.9 KB, 203 views)
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Old Oct 25, 2010, 5:25pm   #18
 
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Re: Net Trap EA - variant backtesting

Quote:
Originally Posted by SpindriftUK View Post
Attached are EA backtests of HNT: HNT no compounding, HNT compounding, HNT low risk reward compensation, HNT compounding and low risk reward compensation. The test period is from 01/01/10 to 23/10/10.

I think I should re-run VNT to get compounding/non compounding results for comparison. I may not bother with re-running the advanced net trap tests, as they don't seem to help

Cheers,
Spin
Which HNT , normal HNT , 30 SL & 25 TP? , HNT33S or HNT40 ?

M
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Old Oct 25, 2010, 5:38pm   #19
Joined Dec 2006
Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
Quote:
Originally Posted by mark120169 View Post
Which HNT , normal HNT , 30 SL & 25 TP? , HNT33S or HNT40 ?

M
This was normal HNT.

The parameters are listed at the beginning of each report. I have made a change in the version I'm testing with: rather than have a separate field for buy stoploss pips and sell stoploss pips, there's now SLPipsB and pipsToAddForSellSL. To achieve the 33S, for example, you would set SLPipsB to 30 and pipsToAddForSellSL to 3. The reason for the change was to make it easier to run the EA optimisation process.

Cheers,
Spin
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Old Nov 3, 2010, 1:09pm   #20
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Net Trap EA - variant backtesting - survey

SpindriftUK started this thread Hi

I've been trying to run backtests, using the EA, over the period 01/01/2010 to 29/10/2010. I've had a few false starts due to program changes, data problems, etc but I think I'm now in a position to get some useful data.

In order to direct my testing more effectively, I thought it might be useful to do a survey of the members of this forum regarding the variants you are using. To that end, I have created a very short one at Survey Monkey, which you can access by following this link: http://www.surveymonkey.com/s/TW9W5HB

Please let me know if you think this is a bad idea I will, of course share the results on the forum in due course.

Cheers,
Spin
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Old Dec 30, 2010, 2:22pm   #21
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Re: Net Trap EA - variant backtesting

SpindriftUK started this thread I have done a bit of back testing using the MT Strategy Tester on v006 of the EA, with test period set to 01/09/10 to 30/11/10. I am trying to find a way to get the best trading parameters for any given day automatically. A lot of the parameters in the EA are the result of me trying different ways to achieve that.

One that I've come back to a few times is ATR (Average True Range), as it seems possible that price movement over the past n bars could give some indication of the price movement over the next few bars.

I added a new parameter - SLMult - which, along with TPMult, is applied to the ATR value to give stop loss and take profit pips respectively. The results of the optimisation, which tries different combinations of the two parameters, are in the first of the attached spreadsheets.

I also ran back tests on a number of other variants, using the same time frame, and the results of these, along with one of the ATR combinations, are shown in the second spreadsheet.

Possible food for thought...
Attached Files
File Type: xls ATR optimisation results.xls (26.0 KB, 134 views)
File Type: xls Backtests 2010_09_01 to 2010_11_30.xls (24.0 KB, 150 views)
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Old Jan 12, 2011, 6:36pm   #22
Joined Apr 2008
Re: Net Trap EA - variant backtesting

Hi Spin,

Would I be able to use the latest EA to back test a strat on a different instrument?

Basically, i'm looking at a strat on Gold which is as follows

Check MA direction between time A and time B
open in direction at time B, close at time C
there are a variety of stops and targets I want to check as well

Would the EA be able to test this?

thanks

RT

Last edited by Rugby Trader; Jan 12, 2011 at 7:15pm.
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Old Jan 12, 2011, 8:12pm   #23
Joined Dec 2006
Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
Quote:
Originally Posted by Rugby Trader View Post
Hi Spin,

Would I be able to use the latest EA to back test a strat on a different instrument?

Basically, i'm looking at a strat on Gold which is as follows

Check MA direction between time A and time B
open in direction at time B, close at time C
there are a variety of stops and targets I want to check as well

Would the EA be able to test this?

thanks

RT
Hi RT

I don't think it would work as it stands. The MA look-back period is not variable and it would probably also need changing to cope with gold prices. You don't specify what stops and targets you're thinking of but chances are, the code would need changing to cater for them.

FNTTrader has got so big now, I wonder whether it wouldn't be better to create a new EA.

Cheers,
Spin
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Old Jan 12, 2011, 8:25pm   #24
Joined Apr 2008
Re: Net Trap EA - variant backtesting

thank Spin,

Do you have any links on decent places to go to learn to build EA's?
I think i might teach myself to build them so I can test various strats.

thanks

Darren
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